+57.0%
RGTI vs CF
+247.6%
-190.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | -13.7% | +14.3% | -27.9% | -14.5% |
| 3M | -22.6% | +27.9% | -50.5% | -24.6% |
| 6M | -13.4% | +25.5% | -38.9% | -17.3% |
| YTD | -31.2% | +81.2% | -112.4% | -39.2% |
| 1Y | -7.6% | +66.5% | -74.1% | -16.9% |
| 3Y | +669.7% | +76.7% | +593.0% | +552.8% |
| 5Y | +57.0% | +237.8% | -180.8% | +37.4% |
| All | +57.0% | +247.6% | -190.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling